Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference-Reference-Cited by-同舟云学术

Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference

Published:2011 Issue: Volume: Page:445-452
ISSN:0302-9743
Container-title:Numerical Methods and Applications
language:
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Author:

Ishimura Naoyuki,Koleva Miglena N.,Vulkov Lubin G.

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/978-3-642-18466-6_53

Reference12 articles.

1. Abe, R., Ishimura, N.: Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem, Proc. Japan Acad. Ser. A 84, 11–14 (2008)

2. Alshina, E., Kalitkin, N., Panchenko, S.: Numerical solution of boundary value problem in unlimited area. Math. Modelling 14(11), 10–22 (2002) (in Russian)

3. Bellman, R., Kalaba, R.: Quasilinearization and nonlinear boundary-value problems. Elsevier Publishing Company, New York (1965)

4. Blank, I., Smith, P.: Convergence of Rothe’s method for fully nonlinear parabolic equations. J. of Geom. Analysis 15(3), 363–373 (2005)

5. Ishimura, N., Murao, K.: Nonlinear evolution equations for the risk preference in the optimal investment problem. Paper Presented at AsianFA/NFA 2008 International Conference in Yokohama, http://fs.ics.hit-u.ac.jp/nfa-net/

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